F11: add SuperTrend, Chandelier Exit, Chande Kroll Stop and ATR Trailing Stop

- Rust core: super_trend.rs (SuperTrend — ATR-banded trailing stop with
  flip logic; SuperTrendOutput { value, direction }), chandelier_exit.rs
  (Chandelier Exit — ATR stop hung off the window's highest high / lowest
  low; ChandelierExitOutput { long_stop, short_stop }),
  chande_kroll_stop.rs (Chande Kroll Stop — a two-stage ATR stop;
  ChandeKrollStopOutput { stop_long, stop_short }), atr_trailing_stop.rs
  (ATR Trailing Stop — a single ratcheting close-based stop). Each with a
  full Indicator impl, runnable doctest and reference / property / warmup
  / reset / batch==streaming tests.
- Python: PySuperTrend / PyChandelierExit / PyChandeKrollStop /
  PyAtrTrailingStop PyO3 classes (struct outputs as tuples and (n, 2)
  arrays) + module registration + .pyi stubs.
- Node: explicit SuperTrendNode / ChandelierExitNode / ChandeKrollStopNode
  / AtrTrailingStopNode with SuperTrendValue / ChandelierExitValue /
  ChandeKrollStopValue objects; index.d.ts and index.js updated.
- WASM: WasmSuperTrend / WasmChandelierExit / WasmChandeKrollStop /
  WasmAtrTrailingStop.
- Wiki: Indicator-SuperTrend/ChandelierExit/ChandeKrollStop/
  AtrTrailingStop.md plus rows in the "Trailing stop" table of
  Indicators-Overview.md and entries in Home.md.
- Add clippy.toml with doc-valid-idents for the proper noun "LeBeau".

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 427 core tests,
25 data tests and 61 doctests green.
This commit is contained in:
kingchenc
2026-05-22 19:42:14 +02:00
parent 0b11a523a0
commit 21bbd521b3
18 changed files with 2643 additions and 13 deletions
+4
View File
@@ -124,6 +124,10 @@ Rust / Python / Node examples. They are grouped by family, mirroring the
- [Indicator-HistoricalVolatility.md](indicators/volatility/Indicator-HistoricalVolatility.md)
- [Indicator-BollingerBandwidth.md](indicators/volatility/Indicator-BollingerBandwidth.md)
- [Indicator-PercentB.md](indicators/volatility/Indicator-PercentB.md)
- [Indicator-SuperTrend.md](indicators/volatility/Indicator-SuperTrend.md)
- [Indicator-ChandelierExit.md](indicators/volatility/Indicator-ChandelierExit.md)
- [Indicator-ChandeKrollStop.md](indicators/volatility/Indicator-ChandeKrollStop.md)
- [Indicator-AtrTrailingStop.md](indicators/volatility/Indicator-AtrTrailingStop.md)
**Volume** — price moves weighted or confirmed by traded volume.